To load an XML file, you use XMLHttpRequest. However, XML loading from JavaScript does NOT work (by design) from a local filesystem, which will prevent you from being able to test your project unless it's running from a web server. The alternative is to store your data in a .js file—either as direct variable declarations (basically JSON) or as XML data stored in a single JavaScript string—which you'd then load like this:
var script = document.createElement("script");
script.src = "mydata.js";
document.head.appendChild(script);
For this particular setup you'd need a function call of some sort in the last line of the .js file to let your main code know it had finished loading. Or, you could hard-code the load into the containing HTML page, like so:
<script src="mydata.js"></script>
Then just listen for the page to finish loading everything:
$(document).ready(function() { initStuff(); });
That's using jQuery. Anyway, as you can see there are a few way to do this sort of thing. Just remember that you're not an ActionScript programmer anymore, you're now a JavaScript programmer (subclassed in CreateJS). Look to sites like Stack Exchange for these sort of questions.